I like working with canon. Especially when I get to blow stuff up with big canon.
But seriously, what canon are you talking about? D&D? Some other IP or setting? Or just general "canon for whatever setting the campaign happens to be in"?
Personally, as a GM, I am fond of telling the players, "This is what is known about the setting. You can't directly contradict that, but there's an exception to every rule. Also, feel free to suggest things you would like added to the setting, and I will probably go along with them."